2.A sample of paired points A and B is shown below. What is the covariance between the values of A and B?
Sample | A | B |
1 | 1 | 2 |
2 | 4 | 5 |
3 | 9 | 7 |
4 | 11 | 10 |
5 | 14 | 12 |
A) 20.55.
B) 7.80.
C) 29.76.
D) 82.20.
The correct answer was A)
Sample | A | A-mean (A) | B | B-mean (B) | Product |
1 | 1 | –6.8 | 2 | –5.2 | 35.36 |
2 | 4 | –3.8 | 5 | –2.2 | 8.36 |
3 | 9 | 1.2 | 7 | –0.2 | –0.24 |
4 | 11 | 3.2 | 10 | 2.8 | 8.96 |
5 | 14 | 6.2 | 12 | 4.8 | 29.76 |
mean | 7.8 | | 7.2 | Sum> | 82.2 |
Cov = 82.20 / (5 – 1) = 20.55
| 欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) | Powered by Discuz! 7.2 |